Export credit agency and Exposure At Default: Difference between pages
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''Credit risk evaluation - banking.'' | |||
(EAD). | |||
Exposure At Default is an amount expected to be outstanding following a default by a counterparty, taking account of: | |||
*Any credit risk mitigation; | |||
*Drawn balances; and | |||
*Any undrawn amounts of commitments and contingent exposures. | |||
==See also== | |||
*[[Default]] | |||
*[[Expected loss]] | |||
== See also == | *[[Loss Given Default]] | ||
* [[ | *[[Probability of Default]] | ||
* [[ | |||
* [[ | |||
* [[ | |||
Revision as of 20:26, 30 October 2016
Credit risk evaluation - banking.
(EAD).
Exposure At Default is an amount expected to be outstanding following a default by a counterparty, taking account of:
- Any credit risk mitigation;
- Drawn balances; and
- Any undrawn amounts of commitments and contingent exposures.